The paper "Nonparametric estimation of the random coefficients model: An elastic net approach" by Stephan Hetzenecker, Prof. Dr. Florian Heiss and Maximilian Osterhaus was accepted for the internationally peer-reviewed Journal of...

Dr. Yannick Hoga's authored paper, "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting", was accepted for the internationally peer-reviewed Journal of Financial Econometrics. The publication can...

Dr. Till Massing's authored paper, "Clustering Using Student t Mixture Copulas", was accepted for the internationally peer-reviewed Journal SN Computer Science. The publication can be viewed here.

Despite the unusual time characterized by contact reduction, minimum distances and masks, the disputation of Matthias Kaeding took place last Monday. The Chair of Econometrics congratulates on the successfully completed PhD. Ma...

Zum Ende des Jahres 2020 haben wir Nils Paffen, Timo Rammert und Baran Tüysüz von unserem Lehrstuhl verabschiedet. Wir bedauern es drei sehr geschätzte Kollegen zu verlieren, möchten uns jedoch zeitgleich für die hervorragende...

The German Science Foundation (DFG) funds the project "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen” for three years. Dr. Till Massing will work on various projects regarding the simulation and...

Please note that the lecture as well as the exercise for the module Advanced Econometrics will take place exclusively online via Zoom from 9.11.2020.

The paper "The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models" by Dr. Yannick Hoga has been accepted by the peer reviewed International Journal of Forecasting. The publication can be found here. ...

The first lecture of the module Advanced Econometrics will take place on 02.11.2020 at 12:00 s.t. in presence in room R11 T00 D01 and the first corresponding exercise at 14:00 s.t. in the same room. Please register for this event...

The first online lecture of the module Descriptive Statistics will take place on 03.11.2020 and the first corresponding online exercise on 06.11.2020. You have to apply for the course in the LSF first. After that you will receive...

The first online lecture of the module Econometric Methods will be held on 03.11.2020 and the first exercise will take place on 09.11.2020. You can request the enrolment key for the corresponding course room on moodle  by e-mail...

The first online lecture of the module Recent Developments in Econometrics will take place on 02.11.2020. You can request the enrolment key for the corresponding course room on moodle by e-mail from Stephan Hetzenecker. In this...